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/* ode-initval/rk2imp.c
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
/* Runge-Kutta 2, Gaussian implicit. Also known as the implicit
midpoint rule. */
/* Author: G. Jungman */
/* Error estimation by step doubling, see eg. Ascher, U.M., Petzold,
L.R., Computer methods for ordinary differential and
differential-algebraic equations, SIAM, Philadelphia, 1998.
The method is also described in eg. this reference.
*/
#include <config.h>
#include <stdlib.h>
#include <string.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_odeiv.h>
#include "odeiv_util.h"
typedef struct
{
double *Y1;
double *y0;
double *ytmp;
double *y_onestep;
double *y0_orig;
}
rk2imp_state_t;
static void *
rk2imp_alloc (size_t dim)
{
rk2imp_state_t *state = (rk2imp_state_t *) malloc (sizeof (rk2imp_state_t));
if (state == 0)
{
GSL_ERROR_NULL ("failed to allocate space for rk2imp_state",
GSL_ENOMEM);
}
state->Y1 = (double *) malloc (dim * sizeof (double));
if (state->Y1 == 0)
{
free (state);
GSL_ERROR_NULL ("failed to allocate space for Y1", GSL_ENOMEM);
}
state->ytmp = (double *) malloc (dim * sizeof (double));
if (state->ytmp == 0)
{
free (state->Y1);
free (state);
GSL_ERROR_NULL ("failed to allocate space for ytmp", GSL_ENOMEM);
}
state->y0 = (double *) malloc (dim * sizeof (double));
if (state->y0 == 0)
{
free (state->Y1);
free (state->ytmp);
free (state);
GSL_ERROR_NULL ("failed to allocate space for y0", GSL_ENOMEM);
}
state->y_onestep = (double *) malloc (dim * sizeof (double));
if (state->y_onestep == 0)
{
free (state->Y1);
free (state->ytmp);
free (state->y0);
free (state);
GSL_ERROR_NULL ("failed to allocate space for y_onestep", GSL_ENOMEM);
}
state->y0_orig = (double *) malloc (dim * sizeof (double));
if (state->y0_orig == 0)
{
free (state->y_onestep);
free (state->Y1);
free (state->ytmp);
free (state->y0);
free (state);
GSL_ERROR_NULL ("failed to allocate space for y0_orig", GSL_ENOMEM);
}
return state;
}
static int
rk2imp_step (double *y, rk2imp_state_t *state,
const double h, const double t,
const size_t dim, const gsl_odeiv_system *sys)
{
/* Makes a Runge-Kutta 2nd order implicit advance with step size h.
y0 is initial values of variables y.
The implicit matrix equations to solve are:
Y1 = y0 + h/2 * f(t + h/2, Y1)
y = y0 + h * f(t + h/2, Y1)
*/
const double *y0 = state->y0;
double *Y1 = state->Y1;
double *ytmp = state->ytmp;
int max_iter=3;
int nu;
size_t i;
/* iterative solution of Y1 = y0 + h/2 * f(t + h/2, Y1)
Y1 should include initial values at call.
Note: This method does not check for convergence of the
iterative solution!
*/
for (nu = 0; nu < max_iter; nu++)
{
for (i = 0; i < dim; i++)
{
ytmp[i] = y0[i] + 0.5 * h * Y1[i];
}
{
int s = GSL_ODEIV_FN_EVAL (sys, t + 0.5 * h, ytmp, Y1);
if (s != GSL_SUCCESS)
{
return s;
}
}
}
/* assignment */
for (i = 0; i < dim; i++)
{
y[i] = y0[i] + h * Y1[i];
}
return GSL_SUCCESS;
}
static int
rk2imp_apply (void *vstate,
size_t dim,
double t,
double h,
double y[],
double yerr[],
const double dydt_in[],
double dydt_out[], const gsl_odeiv_system * sys)
{
rk2imp_state_t *state = (rk2imp_state_t *) vstate;
size_t i;
double *Y1 = state->Y1;
double *y0 = state->y0;
double *y_onestep = state->y_onestep;
double *y0_orig = state->y0_orig;
/* Error estimation is done by step doubling procedure */
/* initialization step */
DBL_MEMCPY (y0, y, dim);
/* Save initial values for possible failures */
DBL_MEMCPY (y0_orig, y, dim);
if (dydt_in != NULL)
{
DBL_MEMCPY (Y1, dydt_in, dim);
}
else
{
int s = GSL_ODEIV_FN_EVAL (sys, t, y, Y1);
if (s != GSL_SUCCESS)
{
return s;
}
}
/* First traverse h with one step (save to y_onestep) */
DBL_MEMCPY (y_onestep, y, dim);
{
int s = rk2imp_step (y_onestep, state, h, t, dim, sys);
if (s != GSL_SUCCESS)
{
return s;
}
}
/* Then with two steps with half step length (save to y) */
{
int s = rk2imp_step (y, state, h / 2.0, t, dim, sys);
if (s != GSL_SUCCESS)
{
/* Restore original y vector */
DBL_MEMCPY (y, y0_orig, dim);
return s;
}
}
DBL_MEMCPY (y0, y, dim);
{
int s = GSL_ODEIV_FN_EVAL (sys, t + h / 2.0, y, Y1);
if (s != GSL_SUCCESS)
{
/* Restore original y vector */
DBL_MEMCPY (y, y0_orig, dim);
return s;
}
}
{
int s = rk2imp_step (y, state, h / 2.0, t + h / 2.0, dim, sys);
if (s != GSL_SUCCESS)
{
/* Restore original y vector */
DBL_MEMCPY (y, y0_orig, dim);
return s;
}
}
/* Derivatives at output */
if (dydt_out != NULL)
{
int s = GSL_ODEIV_FN_EVAL (sys, t + h, y, dydt_out);
if (s != GSL_SUCCESS)
{
/* Restore original y vector */
DBL_MEMCPY (y, y0_orig, dim);
return s;
}
}
/* Error estimation */
for (i = 0; i < dim; i++)
{
yerr[i] = 4.0 * (y[i] - y_onestep[i]) / 3.0;
}
return GSL_SUCCESS;
}
static int
rk2imp_reset (void *vstate, size_t dim)
{
rk2imp_state_t *state = (rk2imp_state_t *) vstate;
DBL_ZERO_MEMSET (state->Y1, dim);
DBL_ZERO_MEMSET (state->ytmp, dim);
DBL_ZERO_MEMSET (state->y0, dim);
DBL_ZERO_MEMSET (state->y_onestep, dim);
DBL_ZERO_MEMSET (state->y0_orig, dim);
return GSL_SUCCESS;
}
static unsigned int
rk2imp_order (void *vstate)
{
rk2imp_state_t *state = (rk2imp_state_t *) vstate;
state = 0; /* prevent warnings about unused parameters */
return 2;
}
static void
rk2imp_free (void *vstate)
{
rk2imp_state_t *state = (rk2imp_state_t *) vstate;
free (state->Y1);
free (state->ytmp);
free (state->y0);
free (state->y_onestep);
free (state->y0_orig);
free (state);
}
static const gsl_odeiv_step_type rk2imp_type = { "rk2imp", /* name */
1, /* can use dydt_in */
1, /* gives exact dydt_out */
&rk2imp_alloc,
&rk2imp_apply,
&rk2imp_reset,
&rk2imp_order,
&rk2imp_free
};
const gsl_odeiv_step_type *gsl_odeiv_step_rk2imp = &rk2imp_type;